Unhedgeable inflation risk within pension schemes
D.H.J. Chen, R.M.W.J. Beetsma, S.J.G. van Wijnbergen
| Year of publication: |
2020
|
|---|---|
| Authors: | Chen, Damiaan H. J. ; Beetsma, R. M. W. J. ; Wijnbergen, Sweder van |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 90.2020, p. 7-24
|
| Subject: | Incomplete markets | Pension contract | Unhedgeable inflation risk | Valuation | Welfare loss | Inflation | Unvollkommener Markt | Incomplete market | Theorie | Theory | Altersvorsorge | Retirement provision | Gesetzliche Rentenversicherung | Public pension system | Wohlfahrtsanalyse | Welfare analysis | Pensionskasse | Pension fund | Inflationserwartung | Inflation expectations |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2019.10.009 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012169492